It’s because we look at a 3D world with 2D retinas and our brains do a lot of processing to try and make everything look straight and rectangular. Which is nice if you are living in a box. But when there are no straight lines for reference, your brain can’t make sense of it. That nice “straight” horizon you’re looking at is actually a circle which stretches behind you. Your poor brain is trying to process this raw data projected onto our retina (which btw is also a portion of a sphere ) . The whole thing is a mind fck tbh. It forces you to accept that in many ways the “reality” we perceive isn’t real. I hesitate to even call this an optical illusion…we are experiencing a constant illusion and when we look up and see curved lines in space connecting the moon’s terminator with the sun we think something is broken.